+339.7%
AVGO vs KO
+63.8%
+275.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.7% |
| 7D | -0.8% | -0.8% | 0.0% | -1.3% |
| 30D | -13.7% | +0.8% | -14.5% | -13.2% |
| 3M | -6.9% | +8.3% | -15.3% | -1.3% |
| 6M | +5.8% | +14.0% | -8.3% | +16.0% |
| YTD | +5.7% | +26.9% | -21.2% | +24.2% |
| 1Y | +9.0% | +32.7% | -23.6% | +32.5% |
| All | +339.7% | +63.8% | +275.9% | +487.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling